An optimal k of kth MA-ARIMA models under MA(q) models

In this article, we discuss finding the optimal k of (i) kth simple moving average, (ii) kth weighted moving average, and (iii) kth exponential weighted moving average based on simulated MA(q) model. We run a simulation using the three above examining methods under specific conditions. The main finding is that, 5th Exponential Weighted Moving Average (5-th EWMA) Autoregressive Integrated Moving Average (ARIMA) model is the best forecasting model among others, which means the optimal k = 5. For Turkish Telecommunications (TTKOM), stock market real data reveals the similar results of the simulation study.     

The effect of temporal aggregation on the estimation accuracy of time series models

In time series analysis, Autoregressive Moving Average (ARMA) models play a central role. Because of the importance of parameter estimation in ARMA modeling and since it is based on aggregate time series so often, we analyze the effect of temporal aggregation on estimation accuracy. We derive the relationships between the aggregate and the basic parameters and compute the actual values of the former from those of the latter in order to measure and compare their estimation accuracy. We run a simulation experiment that shows that aggregation seriously worsens estimation accuracy and that the impact increases with the order of aggregation.     

Mutual assent or unilateral nomination? A performance comparison of intersection and union rules for integrating self-reports of social relationships

Data collection designs for social network studies frequently involve asking both parties to a potential relationship to report on the presence of absence of that relationship, resulting in two measurements per potential tie. When inferring the underlying network, is it better to estimate the tie as present only when both parties report it as present or do so when either reports it? Employing several data sets in which network structure can be well-determined from large numbers of informant reports, we examine the performance of these two simple rules. Our analysis shows better results for mutual assent across all data sets examined. A theoretical analysis of estimator performance shows that the best rule depends on both underlying error rates and the sparsity of the underlying network, with sparsity driving the superiority of mutual assent in typical social network settings.     

Setup Time Reduction for Electronics Assembly: Combining Simple (SMED) and IT‐Based Methods

As much as 50% of effective capacity can be lost to setups in printed circuit board assembly. Shigeo Shingo showed that radical reductions in setup times are possible in metal fabrication using an approach he called “Single Minute Exchange of Dies” (SMED). We applied SMED to setups of high speed circuit board assembly tools. Its key concepts were valid in this very different industry, but while SMED typically emphasizes process simplification, we had to add modern information technology tools including wireless terminals, barcodes, and a relational database. These tools shield operators from the inherent complexity of managing thousands of unique parts and feeders. The economic value of setup reduction is rarely calculated. We estimate a reduction of key setup times by more than 80%, and direct benefits of $1.8 million per year. Total cost of the changes was approximately $350,000.     

Urban cover mapping using digital, high-spatial resolution aerial imagery

High-spatial resolution digital color-infrared aerial imagery of Syracuse, NY was analyzed to test methods for developing land cover classifications for an urban area. Five cover types were mapped: tree/shrub, grass/herbaceous, bare soil, water and impervious surface. Challenges in high-spatial resolution imagery such as shadow effect and similarity in spectral response between classes were found. Classification confusion among objects with similar spectral responses occurred between water and dark impervious surfaces, concrete and bare-soil, and grass/herbaceous and trees/shrub. Methods of incorporating texture, band ratios, masking of water objects, sieve functions, and majority filters were evaluated for their potential to improve the classification accuracy. After combining these various techniques, overall cover accuracy for the study area was 81.75%. Highest accuracies occurred for water (100%), tree/shrub (86.2%) and impervious surfaces (82.6%); lowest accuracy were for grass/herbaceous (69.3%) and bare soil (40.0%). Methods of improving cover map accuracy are discussed.     

产能和需求不确定情形下ATO系统最优库存和生产决策研究

通过将产成品的最终组装环节延迟到观察到实际需求以后进行,按订单组装(Assemble-to-Order,ATO)策略能够有效避免按库存生产(Make-to-Stock)策略下因为生产过剩而带来的损失和风险。然而,在未来产能有限的情形下,生产商必须提前组装部分产成品,以最大化自身收益。本文考虑一个未来需求和组装产能同时具有不确定性的单周期ATO系统:在观察到实际需求以前,生产商必须准备好所有的零部件库存,并组装适量的产成品;观察到实际需求和实际可用组装能力以后,则根据需要进一步追加产成品产量,以尽可能满足客户需求,从而最大化自身利益。通过构建一个两阶段规划模型,我们研究了生产商的最优零部件库存和最优生产决策;并进一步考察了生产商可以通过紧急外包来获取额外组装产能时的最优决策。研究结果为随机环境下生产商合理采购零部件库存和合理安排生产提供了有益的管理启示。     

汽车后桥主锥总成综合检测和评判方法

介绍了一种自行设计制造的专用检测试验机,论述了汽车后桥主锥总成综合检测和评判方法。试验机模拟了汽车行驶时的工作状况,能自动检测主锥总成的预紧力矩、转动中的发卡和干扰、差速等参数值。以检测到的各项数据为依据,对立锥总成的整体性能作出综合评定,给出了评判结果,并提出工艺改进。     

圆轴孔机器人主动装配方法的研究

对圆轴孔主动装配过程中的几何关系和力学关系进行了分析,导出了装配侧向误差与装配作用力及力矩间的关系。提出了一种搜索找孔和补偿轴孔角度误差的主动装配方法,有效地防止了楔紧、卡阻,并利用腕力传感器在AdeptOne机器人上进行了相应装配实验,实现了直径20 mm、间隙3 μm、侧向误差4.0 mm的轴孔装配作业。     

固定电机驱动的平面关节型机器人无参数运动学标定

针对传统平面关节型机器人（简称SCARA）运动臂质量大的缺点,设计一种固定电机驱动的SCARA。为提高其 精度用无参数化标定的方法进行运动学标定,根据D-H方法,在空间坐标转换的基础上建立了该SCARA的数学模型, 得到杆件间相对位置关系;通过外部测量设备测出末端执行器的位姿,利用运动学正逆解解出实际位姿与理论位姿之间 驱动输入的差值,补偿到理论的输入中,得到补偿后的动平台位姿。通过计算机仿真表明该标定方法能极大提高末端执 行器的位置精度,证明了无参数化标定方法的有效性和可靠性。     

分布式入侵检测系统修复机制

提出了一种基于移动代理的新型分布式入侵检测系统的修复机制。该系统是针对WAN环境设计的,数据的处理通过各节点所设置的代理来进行分布式计算,能实现全网络范围内的入侵检测功能,具有良好的可移植性;对网络系统和主机的资源占用较低,减少出现网络瓶颈的可能。讨论了系统各个层次上的修复和抗毁功能,实验证明,该机制具有较好的性能。